car accident, how to handle?

My friend and I had an accident last week. We were driving (my friend is driver) straight and a car (jeep) hit us when he tried to change lane (He did not see us at all). We both stopped and that car's driver is an old white man. He first said there is no problem of our car. We called police but because the car is drivable, the police did not come and asked us to contact insurance company. We got his insurance card and when my friend was calling his insurance company, due to the signal problem, it took some time. The guy said he has to pick up his grandkid, and he already gave us all the information (actually just insurance card info.) Although I insisted him stay, (I wanted him to claim the problem to his insurance company), he just drove away. When we called, we asked his insurance company what if he denied his fault. His company said they will file some document. Today, we got reply from his company and they said the driver told them we hit him when we were trying to change lane! And since there is no witness, they cannot just trust us and cannot pay anything.

Our car has some scratches and dents, and door sometimes does not work well. In our case, what should we do? The following is the summary

1) It is definitely his fault, but no witness.
2) We contact the police but the police didnot come
3) When we calling his insurance company, he ran away (still no other witness)
4) When we calling his insurance company we did mention what if he denied but they did not provide any information (just say they will file doucment)

We have no experience before.What should we do now?

In general, when the police does not come and there is no witness, what is the normal procedure to claim the case?